Gatland became the record-holder of the most games for Waikato near the end of the 1994 season. He finished the season with 140 games in total and announced his retirement before the start of the 1995 season.

On 19 March 2000, Ireland beat France in Paris for the first time since 1972, when a hat-trick of tries from Brian O'Driscoll led them to a 25–27 win. Ireland also beat France at Lansdowne Road in the return fixture in the 2001 Six Nations Championship. In addition to Ireland's 27–25 win in 2000, Ireland also beat Italy in a six-try romp, 60–13 in Dublin. In 2001, Gatland's final year as coach, Ireland finished the championship level on points with winners England, but lost out on points difference. In the same year, Gatland's Irish team almost achieved a historic upset victory against the touring All Blacks, losing 29–40, in what was Gatland's final match in charge of Ireland. He was sacked and was replaced by his assistant coach Eddie O'Sullivan. Overall, Gatland had moved Ireland up two places to sixth in the IRB World Rankings, and had finished with a 47% win rate (won 18, drew 1, lost 19).

After losing his job with Ireland, he joined the coaching staff at London Wasps under Nigel Melville as the Director of Rugby. The team was bottom of the Premiership at this time, but Gatland helped steer them away from the relegation zone and develop one of the meanest defenses in Europe. He took over as Director of Rugby when Melville left for Gloucester at the end of the 2001–02 season. Under Gatland's guidance, London Wasps won multiple Premiership titles; in 2003, 2004 and 2005. This titles includes the Wasps beating Northampton Saints in the semi-final in 2003 and again in 2004, while they also had to beat Leicester Tigers in the final in 2005. In Europe, London Wasps won the 2002–03 European Challenge Cup, winning eight from eight matches, before beating Bath 48–30 away in the final. With their promotion up to the Heineken Cup for the 2003–04 season, London Wasps clinched the title, losing only to the Celtic Warriors on their way to a 27–20 victory over French giants Toulouse. At the end of the 2004/2005 season, Gatland returned to New Zealand, where he was installed as coach at Waikato.

On his return to New Zealand to coach Waikato in the National Provincial Championship (NPC), he led the side to seventh in the Division 1 table. However, under the new competition format, the Air New Zealand Cup in 2006, Gatland took Waikato to the final of the 2006 Air New Zealand Cup, beating Wellington in the final 37–31, losing only one match in the run up to the knock out stages. However, in the 2007 Air New Zealand Cup, Gatland was only able to lead Waikato to the quarter-finals, losing to 38–35 to Hawke's Bay. In addition to his role as head coach of Waikato, during the off-season, he acted as technical advisor for the Chiefs Super 14 team in 2006.

On 9 November 2007, Gatland was named head coach of Wales, and took up his position on 1 December 2007.[2]

Gatland's first game as coach of Wales was in the opening week of the 2008 Six Nations Championship, which was a major upset as Wales beat England 26–19 after trailing 19–6 with nearly sixty minutes played. It was Wales' first win at Twickenham since 1988.[3][4] After victories over Scotland and Italy, Wales went on to defeat the Triple Crown holders Ireland at Croke Park 16–12, thus winning the Triple Crown themselves. This was the first time Wales has held this trophy since 2005. In the final round of fixtures, Wales beat France at the Millennium Stadium 29–12, to clinch their 10th Grand Slam, 100 years after they won their first. Despite being Six Nations Champions, Gatland led Wales to a 2–0 test series defeat to South Africa during the 2008 mid-year rugby union tests, losing 43–17 and 37–21. Wales then went on to lose to South Africa at home during the 2008 Autumn internationals. Their Autumn campaign saw Wales win two, lose two - the two wins being a 34–13 win over Canada and a 21–18 win over Australia. This was Wales' first win over the Wallabies since 2005. Wales were unable to retain their Six Nations title in 2009, finishing fourth with just three wins; England, Italy and Scotland. Due to his commitments to the British and Irish Lions, he was unable to coach Wales to their Summer tour of North America against Canada and the United States. However, he led the team in their 2009 Autumn internationals campaign, which consisted of wins against Samoa, and Argentina, but losses to New Zealand and Australia. Wales remained fourth in the 2010 Six Nations Championship, with victories over Italy and Scotland. Their Summer tour consisted of a 2–0 test series defeat to the All Blacks (42–9 and 29–10), and their 2010 Autumn Campaign saw Wales at best get a 16–16 draw with Fiji - losses to Australia, South Africa and New Zealand. For the third consecutive year, Wales finished fourth in the Six Nations table, but on top of their wins over Scotland and Italy, Gatland led Wales to their first victory over Ireland since 2008.

Gatland led Wales to fourth in the 2011 Rugby World Cup, winning three of their four Pool D matches; 17–10 win over Samoa, 81–7 win over Namibia and a record breaking 66–0 win over Fiji, their loss was a 17–16 defeat to the Springboks. Wales beat Ireland 22–10 in the quarter-final, but lost to France 9–8 in the semi-final. They lost the Bronze final to Australia 21–18 to finish fourth. This meant that Wales were ranked fourth in the world, their highest ever ranking again under Gatland, previously fourth in 2009.

In the 2012 Six Nations Championship, Gatland won a second Grand Slam in four years.[5] However, Gatland was unable to see Wales' great form in their Summer tour of Australia, as in April 2012 Gatland broke both his heels while on holiday in New Zealand, and needed reconstructive surgery on his right heel. Initial hopes were that he would recover in time to lead Wales for their three-test tour,[6] but on 19 April 2012 it was announced that he would not recover before the tour, and assistant coach Robert Howley took charge.[7] Due to his success with Wales, Gatland was named Head Coach for the 2013 British and Irish Lions tour to Australia. This meant that Gatland was unable to coach Wales in their 2012 Autumn Campaign, but was allowed to coach the side against Australia and New Zealand. With Wales suffering three defeats on their summer tour, and their winless Autumn Campaign, Wales dropped to tenth in the IRB World Rankings, their lowest ever ranking and a position they had not been in since 2007.

Gatland returned to his post with Wales ahead of the 2013 Autumn internationals, where Wales claimed their first Autumn international win since 2009, when they beat Argentina 40–6, a record winning margin, in their second test of their campaign. Despite there being mostly Welsh players on the British and Irish Lions tour earlier that year, Wales failed to defeat Australia at home, going down 30–26 in their final match of the series. Gatland led Wales to third in the 2014 Six Nations Championship, defeating Italy 23–15 in their opening match, before they were convincingly beaten by Ireland a week later 26–3. They returned to winning ways when they beat France 27–6, however they lost to England at Twickenham to end any hopes of retaining their Championship. In their match of the Championship, Wales defeated a 14-man Scotland side, 51–3, a record winning margin. Ahead of Wales' 2014 South African tour, Wales were without key players, like Richard Hibbard, captain Sam Warburton and fullback Leigh Halfpenny. Despite this, and despite Wales' defeat in the first test 38–16, Wales were within seconds of beating South Africa in the second test, having led 17–14 at half time, with those 17 points being scored in the opening 22 minutes to lead 17–0. By the 65th minute, Wales led 30–17, but a Willie le Roux try brought South Africa within 6 points of a draw. With 2 minutes left on the clock, Wales conceded a penalty try to lose the match 31–30.[8] Wales earned two victories during the 2014 autumn internationals, one of which came against the Springboks, 12–6. This was Wales' first victory over South Africa since 1999, and Wales' first victory over a Southern Hemisphere giant since 2008, ending a 22 match losing streak.

Wales were within a chance of claiming the 2015 Six Nations Championship title heading into the final week. Having beaten Scotland, France, Ireland before the closing week, Ireland, England and Wales were all even on 6 points, while France were also still in contention on 4 points. For Wales to claim the title, they needed to beat Italy by 26 points or more to get ahead of England and Ireland. They defeated Italy by 41 points, winning 61–20 scoring 8 tries. However, Ireland overtook Wales when they beat Scotland 40–10, which meant when England won 55–35, Ireland retained their 2014 title.[10] Gatland was heavily criticised ahead of the 2015 Rugby World Cup, having played some key players in Wales' final RWC warm-up, Wales lost Leigh Halfpenny and Rhys Webb to injury.[11][12] Despite many injuries before and during the World Cup, Gatland guided the team out of the "pool of death", with victories over Uruguay 54–9, England 28–25 and Fiji 23–13. They played South Africa in the quarter final, and with 5 minutes to go, Wales were leading 19–17, but a try to Springbok captain and scrum half Fourie du Preez, saw South Africa claim a 23–19 win.

During the 2016 Six Nations Championship, Gatland led Wales to second with 7 points, 3 points behind victors England. The Championship started with a 16–all draw against Ireland in Dublin, before Wales went on to secure a 27–23 victory over Scotland in Cardiff. They backed up the Scottish victory with a 19–10 win over the French, before going down to England 25–21. At one point in that match, Wales were down 19–0, but scored three tries in the second half to come with in 4 points of the victory. In the final match, Wales earned their biggest winning margin in a six nations match, winning by 53 points in a 67–14 victory over Italy. In June 2016, Gatland took Wales on a three-test series against the world champions New Zealand. The All Blacks were without many of their World Cup winning side, with Dan Carter, Richie McCaw, Keven Mealamu, Ma'a Nonu and Conrad Smith all retiring. The first test saw Wales put up a convincing display, leading the World Champions 18–15 at half time. However, Wales dropped off after the 60th minute, conceding three tries to lose the game 39–21. Wales then went down to Super Rugby side the Chiefs, 40–7 in a mid-week match. In the second test, the teams were level after 40 minutes 10–all, but 26 unanswered points in the second half, including 4 tries with in 15 minutes saw the All Blacks secure the series after winning 36–22. The final test saw New Zealand clinch the series 3–0, winning 46–6.

During the tour, Gatland led the Lions to a 2–1 series victory over the Wallabies, the first series win since the 1997 tour of South Africa. Including the non-test matches, Gatland coached the Lions to win eight out of the ten matches played, the loses coming against Australia in the second test, and the Brumbies in a mid week match. In the first test, he named ten Welsh players in the match day-23, four Irish, eight English and one Scot. This team won the first test 23–21, following a missed penalty by Kurtley Beale post 80 minutes. His team in the second test, consisting of nine Welsh, six Irish, seven English and one Scot, lost the test in Melbourne 16–15. In the third test, Gatland was heavily criticized by the amount of Welsh players in the match day 23, at 11 players. He was criticized over the dropping of Brian O'Driscoll, not just out of the starting XV, but out of the whole match day squad. Despite this, the Lions won the final test 41–16, which was a record winning margin for the Lions against Australia.

Since the 2013 tour, Warren Gatland has been very vocal over his desire to lead the Lions in 2017 against his home nation New Zealand.[18]

In December 2013, Gatland was named UK coach of the year at the 2013 UK Coaching Awards.[19]